+22.0%
SPGI vs PBF
+64.9%
-42.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +0.1% | +4.3% | -4.2% | 0.0% |
| 30D | +8.4% | +22.0% | -13.6% | +7.8% |
| 3M | +11.8% | +74.5% | -62.7% | +9.9% |
| 6M | +5.7% | +67.7% | -62.0% | +3.8% |
| YTD | -9.7% | +179.2% | -188.9% | -13.3% |
| 1Y | -12.5% | +170.0% | -182.5% | -16.3% |
| All | +22.0% | +64.9% | -42.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling